+81.7%
KO vs MCD
+19.5%
+62.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.5% |
| 7D | -0.8% | -2.9% | +2.1% | +0.7% |
| 30D | +0.8% | -6.7% | +7.5% | +4.3% |
| 3M | +8.3% | -9.6% | +17.9% | +13.6% |
| 6M | +14.0% | -22.3% | +36.3% | +28.8% |
| YTD | +26.9% | -15.4% | +42.3% | +37.4% |
| 1Y | +32.7% | -16.8% | +49.5% | +44.6% |
| 3Y | +63.9% | -2.4% | +66.4% | +62.7% |
| 5Y | +81.7% | +19.4% | +62.4% | +57.9% |
| All | +81.7% | +19.5% | +62.3% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MCD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling